Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2149889.167 | 1945435.4467 | 204453.7203 | 12551344.803 | 324546.9439 | 12226797.859 |
Total P&L (%) | 2149.8892 | 1945.4354 | 204.4537 | 12551.3448 | 324.5469 | 12226.7979 |
Avg Daily Profit (%) | 0.9048 | 0.8188 | 0.0861 | 0.2039 | 0.0609 | 0.2028 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127284 | -133921 | -102295 | -28215460 | -34616541 | -16783217 |
Profit Factor | 4.6472 | 5.9864 | 2.0257 | 1.124 | 1.0048 | 1.3693 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 44.4444 | 38.8889 | 50 | 44.4444 | 38.8889 | 50 |
Ratio Avg Win / Avg Loss | 5.8089 | 9.4073 | 2.0257 | 1.4049 | 1.5789 | 1.3693 |
Largest Winning Trade | 1245093 | 1245093 | 58212 | 25079199 | 25079199 | 11559313 |
Largest Losing Trade | -50354 | -50354 | -45228 | -14954000 | -14954000 | -9699748 |
Avg Bars in Trades | 58 | 73 | 44 | 58 | 73 | 44 |
Avg Bars in Winners | 93 | 122 | 71 | 93 | 122 | 71 |
Avg Bars in Losers | 30 | 42 | 17 | 30 | 42 | 17 |
Bars Traded | 4241 | 2639 | 1602 | 4241 | 2639 | 1602 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -65144 | 625589 | -74225 | -162044 | -330146 | 308428 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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